| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 3.67323132240274 | 0.00519244214320483 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 1.27309093254459 | 0.290876339754560 |
